Dirrler, Martin; Dörr, Christopher; Schlather, Martin A generalization of Matérn hard-core processes with applications to max-stable processes. (English) Zbl 1457.60069 J. Appl. Probab. 57, No. 4, 1298-1312 (2020). MSC: 60G55 60G70 PDFBibTeX XMLCite \textit{M. Dirrler} et al., J. Appl. Probab. 57, No. 4, 1298--1312 (2020; Zbl 1457.60069) Full Text: DOI arXiv
Oesting, Marco; Schlather, Martin; Friederichs, Petra Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts. (English) Zbl 1373.86016 Extremes 20, No. 2, 309-332 (2017). MSC: 86A32 60G70 62M30 60G60 PDFBibTeX XMLCite \textit{M. Oesting} et al., Extremes 20, No. 2, 309--332 (2017; Zbl 1373.86016) Full Text: DOI arXiv
Fiebig, Ulf-Rainer; Strokorb, Kirstin; Schlather, Martin The realization problem for tail correlation functions. (English) Zbl 1369.60036 Extremes 20, No. 1, 121-168 (2017). MSC: 60G70 60G52 52B12 52B05 PDFBibTeX XMLCite \textit{U.-R. Fiebig} et al., Extremes 20, No. 1, 121--168 (2017; Zbl 1369.60036) Full Text: DOI arXiv Link
Strokorb, Kirstin; Ballani, Felix; Schlather, Martin Tail correlation functions of max-stable processes. (English) Zbl 1319.60118 Extremes 18, No. 2, 241-271 (2015). MSC: 60G70 60G60 PDFBibTeX XMLCite \textit{K. Strokorb} et al., Extremes 18, No. 2, 241--271 (2015; Zbl 1319.60118) Full Text: DOI arXiv
Strokorb, Kirstin; Schlather, Martin An exceptional max-stable process fully parameterized by its extremal coefficients. (English) Zbl 1323.60075 Bernoulli 21, No. 1, 276-302 (2015). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 PDFBibTeX XMLCite \textit{K. Strokorb} and \textit{M. Schlather}, Bernoulli 21, No. 1, 276--302 (2015; Zbl 1323.60075) Full Text: DOI arXiv Euclid
Engelke, Sebastian; Kabluchko, Zakhar; Schlather, Martin Maxima of independent, non-identically distributed Gaussian vectors. (English) Zbl 1322.60073 Bernoulli 21, No. 1, 38-61 (2015). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60F99 PDFBibTeX XMLCite \textit{S. Engelke} et al., Bernoulli 21, No. 1, 38--61 (2015; Zbl 1322.60073) Full Text: DOI arXiv Euclid
Ehlert, Andree; Fiebig, Ulf-Rainer; Janßen, Anja; Schlather, Martin Joint extremal behavior of hidden and observable time series with applications to GARCH processes. (English) Zbl 1318.60057 Extremes 18, No. 1, 109-140 (2015). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60J05 60J22 62M10 65C05 91G80 91G60 PDFBibTeX XMLCite \textit{A. Ehlert} et al., Extremes 18, No. 1, 109--140 (2015; Zbl 1318.60057) Full Text: DOI arXiv
Oesting, Marco; Schlather, Martin Conditional sampling for max-stable processes with a mixed moving maxima representation. (English) Zbl 1312.60071 Extremes 17, No. 1, 157-192 (2014). MSC: 60G70 62D05 60G52 60G55 PDFBibTeX XMLCite \textit{M. Oesting} and \textit{M. Schlather}, Extremes 17, No. 1, 157--192 (2014; Zbl 1312.60071) Full Text: DOI arXiv
Engelke, Sebastian; Malinowski, Alexander; Oesting, Marco; Schlather, Martin Statistical inference for max-stable processes by conditioning on extreme events. (English) Zbl 1291.60106 Adv. Appl. Probab. 46, No. 2, 478-495 (2014). MSC: 60G70 62G32 62E20 PDFBibTeX XMLCite \textit{S. Engelke} et al., Adv. Appl. Probab. 46, No. 2, 478--495 (2014; Zbl 1291.60106) Full Text: DOI arXiv Euclid
Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin Simulation of Brown-Resnick processes. (English) Zbl 1329.60157 Extremes 15, No. 1, 89-107 (2012). MSC: 60G70 60G10 60G52 60G60 68U20 PDFBibTeX XMLCite \textit{M. Oesting} et al., Extremes 15, No. 1, 89--107 (2012; Zbl 1329.60157) Full Text: DOI
Engelke, S.; Kabluchko, Z.; Schlather, M. An equivalent representation of the Brown-Resnick process. (English) Zbl 1234.60056 Stat. Probab. Lett. 81, No. 8, 1150-1154 (2011). Reviewer: Peter Kern (Düsseldorf) MSC: 60G70 60G52 60J65 PDFBibTeX XMLCite \textit{S. Engelke} et al., Stat. Probab. Lett. 81, No. 8, 1150--1154 (2011; Zbl 1234.60056) Full Text: DOI
Fasen, Vicky; Klüppelberg, Claudia; Schlather, Martin High-level dependence in time series models. (English) Zbl 1226.60079 Extremes 13, No. 1, 1-33 (2010). MSC: 60G70 62G32 62M10 PDFBibTeX XMLCite \textit{V. Fasen} et al., Extremes 13, No. 1, 1--33 (2010; Zbl 1226.60079) Full Text: DOI
Kabluchko, Zakhar; Schlather, Martin Ergodic properties of max-infinitely divisible processes. (English) Zbl 1205.60101 Stochastic Processes Appl. 120, No. 3, 281-295 (2010). MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{Z. Kabluchko} and \textit{M. Schlather}, Stochastic Processes Appl. 120, No. 3, 281--295 (2010; Zbl 1205.60101) Full Text: DOI arXiv
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens Stationary max-stable fields associated to negative definite functions. (English) Zbl 1208.60051 Ann. Probab. 37, No. 5, 2042-2065 (2009). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{Z. Kabluchko} et al., Ann. Probab. 37, No. 5, 2042--2065 (2009; Zbl 1208.60051) Full Text: DOI arXiv